Neither the binary nor the plist are distributed with the AppleTV OS, and it is therefore not surprising that in a default OS install, the ipfw kext has a single 'allow any' default rule:

-bash-2.05b$ sudo ipfw list
65535 allow ip from any to any

Enabling the Firewall

It is likely that copying over FirewallTool from an Intel Mac will enable MacOS firewall configuration at boot time.
In addition, it is neccesary to create /Library/Preferences/com.apple.sharing.firewall.plist. If the prefs plist file does not exist, FirewallTool will not configure ipfw. There are several ways to create this file:

Copy one you like from an Intel Mac

Copy one, then edit as you like with the Property List Editor that comes with Xcode. (see: MacOS Hints article)